CLASSIFICATION OF SHORT TIME SERIES

Agostino Tarsitano ()
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Agostino Tarsitano: Dipartimento di Economia e Statistica, Università della Calabria

No 200905, Working Papers from Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF

Abstract: Many time series are of short duration because data acquisition has, of necessity, proceeded for but a brief term. Such data have previously often been analyzed by methods that either do not explicitly take into account time related changes or that are designed for long time series. In this paper, we consider several ways of assigning a dissimilarity between univariate time series in short term behavior. In particular, we have defined a measure that works irrespective of different baselines and scaling factors and its effectiveness has been evaluated on real and synthetic data sets.

Keywords: Time trajectories; Distances; PAM clustering; Representative trends (search for similar items in EconPapers)
Pages: 14 pages
Date: 2009-02
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Published in ADVANCES AND APPLICATIONS IN STATISTICAL SCIENCES, 2010, vol. 1, pp. 215-231, ISSN: 0974-6811

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